> For the complete documentation index, see [llms.txt](https://hann-finance.gitbook.io/hann-finance/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://hann-finance.gitbook.io/hann-finance/resources/deep-dives.md).

# Concept Deep Dives

These pages go deeper than the “Core” user guides, without requiring you to read contracts.

{% hint style="info" %}
**Not investment advice** — This section explains mechanics and risks. It does not recommend any strategy.
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## How to use this section

* If you just want the basic flow: start with [Borrowing & Liquidation](/hann-finance/protocol/borrowing-and-liquidation.md).
* If a term is confusing: use the [Glossary](/hann-finance/overview/glossary.md).
* If you want to understand mechanics and edge cases: use the deep dives below.

{% hint style="warning" %}
**Examples are simplified** — Numbers are illustrative. They ignore fees, interest, and oracle nuances unless explicitly stated.
{% endhint %}

## Deep dives

* [Trove concepts: isolated positions, collateral branches, and why CDPs use Troves](/hann-finance/resources/deep-dives/trove-concepts.md)
* [CDP Safety: CR, liquidation price, and repayment reality](/hann-finance/resources/deep-dives/cdp-safety.md)
* [Liquidations & Earn: what happens to borrowers and depositors](/hann-finance/resources/deep-dives/liquidations-and-earn.md)
* [Redemptions: peg defense and borrower impact (with CR examples)](/hann-finance/resources/deep-dives/redemptions.md)
* [Looping & leverage: how loops change exposure, CR, and failure modes](/hann-finance/resources/deep-dives/looping-and-leverage.md)
* [StableSwap: slippage, `minOut`, deadlines, and LP risk](/hann-finance/resources/deep-dives/stableswap.md)
* [Yield-bearing stable receipt tokens: share price, redemption constraints, and CDP collateral risk](/hann-finance/resources/deep-dives/yield-bearing-stables.md)